- ‘An ARCH in the Nonlinear Mean (ARCH-NM) Model’,
Sankhya, The Indian Journal of Statistics, Series B, vol. 62, 2000
, 327-344, with
N. Sarkar
‘Modeling Money Demand
in India: Testing Weak, Strong
and Super Exogeneity’, Indian Economic
Review, vol. 35, 2000, 1-19,
with K. Mandal.
‘Price Discovery
at the Beginning of a Trading Day: An Error
Correction Model for the Indian Capital Market’, Applied Economics Letters, Vol. 9, 2002, 529-535,
with K. Bhattacharya.
‘Parameter Estimation in Conditional Heteroscedastic Models’, Communication in Statistics- Theory and Methods, 2003, Vol. 32, No. 6, 1135-1153, with
S. Chatterjee.
‘Modeling Money, Price Output in India:
Vector Autoregressive and Moving Average (VARMA) Approach’, Applied Economics, Vol. 35, 2003,
1219-1225.
‘Reinvestigating the nature
of Persistence of Shocks in the Macroeconomic Variables
Relating to Indian Economy with
Special Reference to Structural Changes and
Seasonality’, Journal of Quantitative Economics– Journal of Indian Econometric Society, Vol 3 (new series), 2005, 21-32, with B. Singh.
‘Panel Unit Root Tests under Cross-Sectional Dependence’, Statistica Neerlandica, vol. 59 (4), 2005, 414-433, with J. Breitung.
‘Testing for Unit Roots in Panels with a Factor Structure’ Econometric Theory, 2008, vol. 24, 88-108,
with J. Breitung.
‘Price Convergence across Regions in India’,Empirical Economics, 2008, 34, 299-313,
with K. Bhattacharya.
‘Is the Relative
Risk Aversion Parameter
Constant Over Time? A Multi-Country Study’, Empirical Economics , 2010,
38, 605-617, with
N. Sarkar.
‘Regional Convergence of Growth, Inequality and Poverty in India- An Empirical Study’, Economic Modelling, 2010,27, 1054-1060, with T. K. Mitra
and G. Sinha.
’ Absolute Convergence under Cross-sectional Dependence: Theory and Evidences’ , Journal of Economics and Econometrics, 2013,
55, 46-77, with
A. Pal and M. Chakrabarty.
ECONOMIC GROWTH
AND INCOME INEQUALITY:
EXAMINING THE
LINKS IN IN- DIAN ECONOMY’, Journal of Quantitative Economics, New Series, 2014,
12, 86-95, with G. Sinha and T.K. Mitra.
’Remoteness, Urbanization, and Indias Unbalanced
Growth’ World Development, 2015,
66, 572-587, with
C. Ghate and P. E. Robertson.
’Time series of zero-inflated counts and
its coherent forecasting’ Journal of Forecasting, 2015, 34, 694707, with
R. Maiti and A. Biswas.
’Coherent forecasting for count data using Box-Jenkins
AR(p)’ Statistica Neerlandica, 2016, 70, 123-145,
with R. Maiti
and A. Biswas.
’Intercept Homogeneity Test for Fixed
Effect Models under
Cross-sectional Dependence: Some Insights’ Journal of Econometric Methods, forthcoming, 2018,
with G.K. Basak.
’Causal ordering
and inference on acyclic networks’ , Empirical Economics, forthcoming, 2018, with
G. K. Basak, and A. Bhattacharjee.
Edited Volume
- ’Interrelationship between Poverty, growth and inequality in India : A spatial approach’ with
S. Sarkar,
Advances in Growth Curve
and Structural Equation Modelling, Springer, Edited by R. Dasgupta.
- ’Tackling poverty through balanced
growth? A study on India’ with
S. Santra Growth Curve Modeling, Springer,
edited by R Dasgupta.
- ’ Interrelationship Between Growth and Income Inequality : The Indian
Experience’, with S.
Santra in Growth Curve and Structural Equation
Modeling, 2015, Springer, edited by R Dasgupta.
”OLS:
Is That So Useless for Regression with Categorical Data?”
with A. Biswas and S. Das in 5th IIMA International Conference on Advanced Data Analysis, Business
Analytics and Intelligence, 2017, Springer, Edited by Arnab Laha.
‘Unit Root Tests in Time Series Econometrics’ co-authored with N. Sarkar
in ”Themes in Quantitative Economics” Allied Publishers, edited by A. Dhar,
Jadavpur University, 2014.
‘The Convergence Debate
and Econometric Approaches:
Evidence from India’,
Oxford Hand- book on Indian Economy, edited by
Chetan Ghate , Oxford University
Press, Chapter 26, 2011.
‘Testing for Absolute
Convergence: A Panel Data Approach’ in Econophysics Economics of Games, Social Choices
and Quantitative Techniques,
2010 Springer, edited by Banasri Basu, Bikas K.
Chakrabarti, Satya R. Chakravarty,
Kausik Gangopadhyay .
‘Testing Proportionality in Duration Models
against Monotone Alternative with
respect to a continuous Covariate’,
DAE Working Paper No 02/02, University of Cambridge, Cambridge, UK, 2002, with
A. Bhattachacharjee.
Work in Progress
- ‘Understanding Cross-sectional Dependence in Panel
Data with G. K. Basak, (submitted).
- ’Relative Efficiency of Higher Normed
Estimators Over the Least Squares
Estimator’ with G. K. Basak,
and A. Biswas, (To be submitted).
- ’Bootstrap tests
of efficiency of a market portfolio, Gopal K Basak
and Jyotirmoy Sarkar, ( under progress).
Last
updated, June 2018